BNP Paribas Call 240 FDX 21.06.2024
/ DE000PE14LH8
BNP Paribas Call 240 FDX 21.06.20.../ DE000PE14LH8 /
| 2024-05-06 8:54:18 AM |
Chg.-0.05 |
Bid11:55:11 AM |
Ask11:55:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.19EUR |
-2.23% |
2.24
Bid Size: 5,500 |
2.26
Ask Size: 5,500 |
FEDEX CORP. D... |
240.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
PE14LH |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
FEDEX CORP. DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-09-09 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.96 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.23 |
| Parity: |
0.23 |
| Time value: |
1.96 |
| Break-even: |
261.90 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
0.86 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
0.57 |
| Theta: |
-0.23 |
| Omega: |
6.29 |
| Rho: |
0.15 |
Quote data
| Open: |
2.19 |
| High: |
2.19 |
| Low: |
2.19 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.19% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
+54.23% |
| YTD |
|
|
-15.77% |
| 1 Year |
|
|
-15.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.71 |
2.18 |
| 1M High / 1M Low: |
3.66 |
2.18 |
| 6M High / 6M Low: |
4.89 |
1.27 |
| High (YTD): |
2024-03-28 |
4.67 |
| Low (YTD): |
2024-02-16 |
1.27 |
| 52W High: |
2023-12-19 |
4.89 |
| 52W Low: |
2024-02-16 |
1.27 |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.97 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
144.57% |
| Volatility 6M: |
|
181.40% |
| Volatility 1Y: |
|
152.03% |
| Volatility 3Y: |
|
- |
